The biggest problem with Bowling for Columbine is that Michael Moore presented it as a true documentary. He got his start doing "mockumentaries", and is still doing them - he just presents them as factual. Throughout the whole thing he used his usual methods of splicing together pieces of speeches to make them say something completely different, filming an interview and then refilming his portion with new questions later, and various other methods of putting two different things together. If it were presented as satire or something that would be one thing, but he presents it as fact and the Hollywood set followed right along, leading many people to believe that it actually is at least somewhat accurate.
It goes far beyond just being biased - you would be hard pressed to find anything presented by the movie that is really true. Twisting facts is bad enough, but making things up and then presenting them as fact should be repulsive no matter which side of the fence you are on.